SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC Quant / Systematic

Location: Bala Cynwyd, PA

CIK: 0001446179 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 15, 2019

Total Value: $876M (100.0% shares, 0.0% debt)

Holdings (369)

AAPL APPLE INC 2.4%

Value $20.89M Shares 110,000 Est. Cost $40.43 Unrealized 0.0%

ETR ENTERGY CORP NEW 1.5%

Value $13.5M Shares 141,178 Est. Cost $30.49 Unrealized +15.5%

AES AES CORP 1.5%

Value $13.15M Shares 727,451 Est. Cost $9.38 Unrealized +40.4%

DRI DARDEN RESTAURANTS INC 1.5%

Value $12.96M Shares 106,700 Est. Cost $88.60 Unrealized +2.3%

TSN TYSON FOODS INC 1.2%

Value $10.82M Shares 155,800 Est. Cost $50.94 Unrealized 0.0%

HD HOME DEPOT INC 1.2%

Value $10.61M Shares 55,298 Est. Cost $153.40 Unrealized +0.8%

COF CAPITAL ONE FINL CORP 1.2%

Value $10.45M Shares 127,900 Est. Cost $72.22 Unrealized 0.0%

— ANADARKO PETE CORP 1.2%

Value $10.3M Shares 226,500 Est. Cost $44.92 Unrealized —

ETN EATON CORP PLC 1.2%

Value $10.26M Shares 127,300 Est. Cost $66.36 Unrealized +0.2%

PSX PHILLIPS 66 1.1%

Value $9.964M Shares 104,700 Est. Cost $72.43 Unrealized -0.7%

SYF SYNCHRONY FINL 1.1%

Value $9.865M Shares 309,233 Est. Cost $23.67 Unrealized +7.1%

CNQ CANADIAN NAT RES LTD 1.1%

Value $9.604M Shares 349,242 Est. Cost $9.35 Unrealized 0.0%

FE FIRSTENERGY CORP 1.1%

Value $9.246M Shares 222,200 Est. Cost $25.13 Unrealized +19.5%

EXC EXELON CORP 1.1%

Value $9.197M Shares 183,456 Est. Cost $22.13 Unrealized +20.8%

— FOOT LOCKER INC 1.0%

Value $8.835M Shares 145,791 Est. Cost $57.56 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETRO 1.0%

Value $8.514M Shares 595,360 Est. Cost $14.30 Unrealized —

MCD MCDONALDS CORP 1.0%

Value $8.356M Shares 44,000 Est. Cost $152.96 Unrealized +1.1%

CAG CONAGRA BRANDS INC 0.9%

Value $7.695M Shares 277,398 Est. Cost $17.77 Unrealized -2.1%

WDC WESTERN DIGITAL CORP 0.8%

Value $7.433M Shares 154,670 Est. Cost $36.35 Unrealized -10.9%

AMAT APPLIED MATLS INC 0.8%

Value $7.369M Shares 185,800 Est. Cost $31.70 Unrealized +11.4%

SYY SYSCO CORP 0.8%

Value $7.223M Shares 108,200 Est. Cost $54.12 Unrealized 0.0%

ALLY ALLY FINL INC 0.8%

Value $7.194M Shares 261,712 Est. Cost $21.27 Unrealized -1.3%

PRU PRUDENTIAL FINL INC 0.8%

Value $7.1M Shares 77,276 Est. Cost $68.57 Unrealized -4.5%

CAH CARDINAL HEALTH INC 0.8%

Value $7.018M Shares 145,743 Est. Cost $41.04 Unrealized 0.0%

PFG PRINCIPAL FINL GROUP INC 0.8%

Value $6.986M Shares 139,200 Est. Cost $37.23 Unrealized +1.9%

— WESTROCK CO 0.8%

Value $6.944M Shares 181,060 Est. Cost $38.19 Unrealized —

KLAC KLA-TENCOR CORP 0.8%

Value $6.915M Shares 57,906 Est. Cost $97.14 Unrealized +1.0%

GLW CORNING INC 0.8%

Value $6.841M Shares 206,662 Est. Cost $26.29 Unrealized +2.9%

DTE DTE ENERGY CO 0.8%

Value $6.761M Shares 54,200 Est. Cost $78.85 Unrealized +1.6%

ED CONSOLIDATED EDISON INC 0.8%

Value $6.649M Shares 78,400 Est. Cost $62.39 Unrealized 0.0%

CVX CHEVRON CORP NEW 0.8%

Value $6.639M Shares 53,900 Est. Cost $85.75 Unrealized +2.0%

— AXA EQUITABLE HLDGS INC 0.8%

Value $6.615M Shares 328,436 Est. Cost $19.11 Unrealized —

AEP AMERICAN ELEC PWR CO INC 0.7%

Value $6.566M Shares 78,400 Est. Cost $62.45 Unrealized 0.0%

AMP AMERIPRISE FINL INC 0.7%

Value $6.469M Shares 50,500 Est. Cost $109.91 Unrealized -0.5%

C CITIGROUP INC 0.7%

Value $6.446M Shares 103,600 Est. Cost $50.45 Unrealized -3.3%

JNJ JOHNSON & JOHNSON 0.7%

Value $6.416M Shares 45,900 Est. Cost $110.34 Unrealized 0.0%

DUK DUKE ENERGY CORP NEW 0.7%

Value $6.255M Shares 69,500 Est. Cost $66.91 Unrealized 0.0%

MDT MEDTRONIC PLC 0.7%

Value $6.23M Shares 68,400 Est. Cost $74.90 Unrealized -0.8%

IP INTL PAPER CO 0.7%

Value $6.219M Shares 134,400 Est. Cost $32.76 Unrealized -3.0%

GILD GILEAD SCIENCES INC 0.7%

Value $6.169M Shares 94,900 Est. Cost $52.23 Unrealized -2.6%

CAT CATERPILLAR INC DEL 0.7%

Value $6.07M Shares 44,800 Est. Cost $114.61 Unrealized 0.0%

WYNN WYNN RESORTS LTD 0.7%

Value $6.048M Shares 50,688 Est. Cost $105.71 Unrealized +5.8%

NEE NEXTERA ENERGY INC 0.7%

Value $5.995M Shares 31,013 Est. Cost $33.41 Unrealized +15.5%

ABBV ABBVIE INC 0.7%

Value $5.988M Shares 74,300 Est. Cost $61.01 Unrealized 0.0%

BK BANK NEW YORK MELLON CORP 0.7%

Value $5.981M Shares 118,600 Est. Cost $42.33 Unrealized 0.0%

BMY BRISTOL MYERS SQUIBB CO 0.7%

Value $5.854M Shares 122,700 Est. Cost $38.30 Unrealized 0.0%

CMS CMS ENERGY CORP 0.7%

Value $5.843M Shares 105,200 Est. Cost $42.03 Unrealized +2.5%

PNC PNC FINL SVCS GROUP INC 0.7%

Value $5.767M Shares 47,019 Est. Cost $101.36 Unrealized -4.5%

D DOMINION ENERGY INC 0.6%

Value $5.684M Shares 74,140 Est. Cost $53.89 Unrealized 0.0%

STLD STEEL DYNAMICS INC 0.6%

Value $5.534M Shares 156,914 Est. Cost $30.85 Unrealized -0.6%

WEC WEC ENERGY GROUP INC 0.6%

Value $5.488M Shares 69,400 Est. Cost $57.40 Unrealized +3.9%

— BLACKROCK INC 0.6%

Value $5.47M Shares 12,800 Est. Cost $412.26 Unrealized —

CE CELANESE CORP DEL 0.6%

Value $5.295M Shares 53,700 Est. Cost $86.22 Unrealized 0.0%

KDP KEURIG DR PEPPER INC 0.6%

Value $5.25M Shares 187,700 Est. Cost $22.37 Unrealized +2.0%

NI NISOURCE INC 0.6%

Value $5.174M Shares 180,526 Est. Cost $21.49 Unrealized 0.0%

HUN HUNTSMAN CORP 0.6%

Value $5.077M Shares 225,756 Est. Cost $24.29 Unrealized -7.3%

RSG REPUBLIC SVCS INC 0.6%

Value $4.927M Shares 61,300 Est. Cost $67.24 Unrealized +3.4%

KMB KIMBERLY CLARK CORP 0.5%

Value $4.789M Shares 38,652 Est. Cost $86.46 Unrealized +5.6%

— CHINA MOBILE LIMITED 0.5%

Value $4.787M Shares 93,888 Est. Cost $50.33 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.5%

Value $4.741M Shares 33,600 Est. Cost $97.47 Unrealized -2.9%

CNP CENTERPOINT ENERGY INC 0.5%

Value $4.679M Shares 152,398 Est. Cost $20.96 Unrealized +18.3%

PAGP PLAINS GP HLDGS L P 0.5%

Value $4.628M Shares 185,710 Est. Cost $23.88 Unrealized —

DGX QUEST DIAGNOSTICS INC 0.5%

Value $4.568M Shares 50,800 Est. Cost $75.54 Unrealized 0.0%

KR KROGER CO 0.5%

Value $4.462M Shares 181,400 Est. Cost $22.06 Unrealized +7.1%

AZN ASTRAZENECA PLC 0.5%

Value $4.395M Shares 108,718 Est. Cost $37.94 Unrealized —

RCL ROYAL CARIBBEAN CRUISES LTD 0.5%

Value $4.195M Shares 36,600 Est. Cost $105.14 Unrealized +2.8%

— WYNDHAM DESTINATIONS INC 0.5%

Value $4.157M Shares 102,679 Est. Cost $39.35 Unrealized —

UNP UNION PACIFIC CORP 0.5%

Value $4.13M Shares 24,700 Est. Cost $126.42 Unrealized +9.2%

KMI KINDER MORGAN INC DEL 0.5%

Value $4.12M Shares 205,877 Est. Cost $12.50 Unrealized 0.0%

GNTX GENTEX CORP 0.5%

Value $4.07M Shares 196,806 Est. Cost $20.90 Unrealized 0.0%

KEY KEYCORP NEW 0.4%

Value $3.925M Shares 249,200 Est. Cost $12.44 Unrealized -3.8%

CVS CVS HEALTH CORP 0.4%

Value $3.894M Shares 72,200 Est. Cost $53.12 Unrealized -6.9%

— THOMSON REUTERS CORP 0.4%

Value $3.866M Shares 65,300 Est. Cost $48.32 Unrealized —

MET METLIFE INC 0.4%

Value $3.848M Shares 90,400 Est. Cost $35.04 Unrealized 0.0%

LYB LYONDELLBASELL INDUSTRIES N 0.4%

Value $3.842M Shares 45,700 Est. Cost $55.48 Unrealized 0.0%

— APACHE CORP 0.4%

Value $3.802M Shares 109,683 Est. Cost $26.25 Unrealized —

SBUX STARBUCKS CORP 0.4%

Value $3.799M Shares 51,100 Est. Cost $53.65 Unrealized +10.5%

— L BRANDS INC 0.4%

Value $3.721M Shares 134,923 Est. Cost $27.01 Unrealized —

MDLZ MONDELEZ INTL INC 0.4%

Value $3.577M Shares 71,662 Est. Cost $35.78 Unrealized +8.3%

— CYPRESS SEMICONDUCTOR CORP 0.4%

Value $3.546M Shares 237,647 Est. Cost $14.92 Unrealized —

PPL PPL CORP 0.4%

Value $3.539M Shares 111,500 Est. Cost $21.08 Unrealized +9.6%

SO SOUTHERN CO 0.4%

Value $3.468M Shares 67,100 Est. Cost $37.42 Unrealized 0.0%

HON HONEYWELL INTL INC 0.4%

Value $3.464M Shares 21,800 Est. Cost $121.16 Unrealized 0.0%

MRK MERCK & CO INC 0.4%

Value $3.452M Shares 41,500 Est. Cost $56.50 Unrealized +6.7%

FCX FREEPORT-MCMORAN INC 0.4%

Value $3.439M Shares 266,800 Est. Cost $11.12 Unrealized 0.0%

XEL XCEL ENERGY INC 0.4%

Value $3.434M Shares 61,100 Est. Cost $40.29 Unrealized +7.0%

PG PROCTER AND GAMBLE CO 0.4%

Value $3.382M Shares 32,500 Est. Cost $82.07 Unrealized 0.0%

— BUCKEYE PARTNERS L P 0.4%

Value $3.358M Shares 98,700 Est. Cost $34.02 Unrealized —

PEP PEPSICO INC 0.4%

Value $3.333M Shares 27,200 Est. Cost $92.45 Unrealized 0.0%

— SEAGATE TECHNOLOGY PLC 0.4%

Value $3.271M Shares 68,308 Est. Cost $58.27 Unrealized —

FHB FIRST HAWAIIAN INC 0.4%

Value $3.202M Shares 122,921 Est. Cost $18.12 Unrealized +4.4%

PM PHILIP MORRIS INTL INC 0.4%

Value $3.182M Shares 36,000 Est. Cost $56.07 Unrealized 0.0%

CPA COPA HOLDINGS SA 0.4%

Value $3.178M Shares 39,422 Est. Cost $67.72 Unrealized +6.8%

— KELLOGG CO 0.4%

Value $3.156M Shares 55,000 Est. Cost $44.63 Unrealized -7.1%

MPC MARATHON PETE CORP 0.4%

Value $3.136M Shares 52,400 Est. Cost $54.18 Unrealized -6.9%

MRSH MARSH & MCLENNAN COS INC 0.4%

Value $3.071M Shares 32,700 Est. Cost $74.46 Unrealized +6.5%

WMT WALMART INC 0.3%

Value $3.006M Shares 30,826 Est. Cost $28.76 Unrealized +1.7%

OMC OMNICOM GROUP INC 0.3%

Value $2.993M Shares 41,000 Est. Cost $58.50 Unrealized 0.0%

LOW LOWES COS INC 0.3%

Value $2.989M Shares 27,300 Est. Cost $88.06 Unrealized 0.0%

LLY LILLY ELI & CO 0.3%

Value $2.976M Shares 22,933 Est. Cost $81.34 Unrealized +36.4%

— SYNOVUS FINL CORP 0.3%

Value $2.893M Shares 84,200 Est. Cost $34.15 Unrealized —

HOG HARLEY DAVIDSON INC 0.3%

Value $2.885M Shares 80,902 Est. Cost $36.40 Unrealized 0.0%

ADP AUTOMATIC DATA PROCESSING IN 0.3%

Value $2.859M Shares 17,900 Est. Cost $120.05 Unrealized +4.5%

ES EVERSOURCE ENERGY 0.3%

Value $2.859M Shares 40,300 Est. Cost $49.05 Unrealized +10.1%

MO ALTRIA GROUP INC 0.3%

Value $2.785M Shares 48,500 Est. Cost $33.13 Unrealized -10.3%

CVI CVR ENERGY INC 0.3%

Value $2.735M Shares 66,391 Est. Cost $20.85 Unrealized +9.4%

BIGGQ BIG LOTS INC 0.3%

Value $2.73M Shares 71,800 Est. Cost $33.50 Unrealized -19.2%

PAG PENSKE AUTOMOTIVE GRP INC 0.3%

Value $2.675M Shares 59,900 Est. Cost $44.30 Unrealized 0.0%

— MOBILE TELESYSTEMS PJSC 0.3%

Value $2.667M Shares 352,786 Est. Cost $8.47 Unrealized —

MTB M & T BK CORP 0.3%

Value $2.638M Shares 16,800 Est. Cost $127.67 Unrealized +3.3%

WM WASTE MGMT INC DEL 0.3%

Value $2.598M Shares 25,000 Est. Cost $79.68 Unrealized +9.2%

TRN TRINITY INDS INC 0.3%

Value $2.59M Shares 119,200 Est. Cost $17.59 Unrealized -0.3%

— AVANGRID INC 0.3%

Value $2.578M Shares 51,200 Est. Cost $50.30 Unrealized —

— UMPQUA HLDGS CORP 0.3%

Value $2.538M Shares 153,828 Est. Cost $16.50 Unrealized —

CBRL CRACKER BARREL OLD CTRY STOR 0.3%

Value $2.505M Shares 15,500 Est. Cost $124.87 Unrealized +0.1%

SU SUNCOR ENERGY INC NEW 0.3%

Value $2.489M Shares 76,749 Est. Cost $24.80 Unrealized 0.0%

BBVA BANCO BILBAO VIZCAYA ARGENTA 0.3%

Value $2.46M Shares 429,321 Est. Cost $5.59 Unrealized —

LNT ALLIANT ENERGY CORP 0.3%

Value $2.451M Shares 52,000 Est. Cost $36.14 Unrealized 0.0%

— OFFICE DEPOT INC 0.3%

Value $2.449M Shares 674,705 Est. Cost $2.65 Unrealized —

— VIACOM INC NEW 0.3%

Value $2.448M Shares 87,200 Est. Cost $25.70 Unrealized —

SIG SIGNET JEWELERS LIMITED 0.3%

Value $2.431M Shares 89,500 Est. Cost $27.07 Unrealized -10.8%

— CADENCE BANCORPORATION 0.3%

Value $2.425M Shares 130,702 Est. Cost $18.55 Unrealized —

FBIN FORTUNE BRANDS HOME & SEC IN 0.3%

Value $2.423M Shares 50,900 Est. Cost $34.57 Unrealized 0.0%

— XEROX CORP 0.3%

Value $2.421M Shares 75,715 Est. Cost $28.89 Unrealized —

NTAP NETAPP INC 0.3%

Value $2.33M Shares 33,600 Est. Cost $58.38 Unrealized -8.6%

— AQUA AMERICA INC 0.3%

Value $2.291M Shares 62,883 Est. Cost $36.43 Unrealized —

DOV DOVER CORP 0.3%

Value $2.232M Shares 23,800 Est. Cost $76.96 Unrealized +1.6%

COR AMERISOURCEBERGEN CORP 0.3%

Value $2.203M Shares 27,700 Est. Cost $62.97 Unrealized 0.0%

— NOBLE ENERGY INC 0.3%

Value $2.194M Shares 88,700 Est. Cost $24.74 Unrealized —

RPM RPM INTL INC 0.2%

Value $2.159M Shares 37,200 Est. Cost $63.37 Unrealized -10.4%

— MEREDITH CORP 0.2%

Value $2.15M Shares 38,911 Est. Cost $51.02 Unrealized —

EAT BRINKER INTL INC 0.2%

Value $2.13M Shares 48,002 Est. Cost $40.24 Unrealized +7.1%

PNW PINNACLE WEST CAP CORP 0.2%

Value $2.112M Shares 22,100 Est. Cost $66.20 Unrealized +2.4%

PBR PETROLEO BRASILEIRO SA PETRO 0.2%

Value $2.106M Shares 132,300 Est. Cost $13.01 Unrealized —

SNA SNAP ON INC 0.2%

Value $2.086M Shares 13,328 Est. Cost $124.36 Unrealized +6.6%

DAN DANA INCORPORATED 0.2%

Value $2.083M Shares 117,400 Est. Cost $15.01 Unrealized +0.9%

CHRW C H ROBINSON WORLDWIDE INC 0.2%

Value $2.036M Shares 23,400 Est. Cost $74.46 Unrealized 0.0%

HSY HERSHEY CO 0.2%

Value $2.021M Shares 17,600 Est. Cost $92.82 Unrealized 0.0%

OGS ONE GAS INC 0.2%

Value $2.011M Shares 22,584 Est. Cost $76.01 Unrealized +10.6%

USB US BANCORP DEL 0.2%

Value $1.994M Shares 41,368 Est. Cost $38.28 Unrealized -1.8%

BAP CREDICORP LTD 0.2%

Value $1.993M Shares 8,307 Est. Cost $192.89 Unrealized +2.1%

PLCE CHILDRENS PL INC 0.2%

Value $1.973M Shares 20,279 Est. Cost $91.18 Unrealized 0.0%

DIN DINE BRANDS GLOBAL INC 0.2%

Value $1.972M Shares 21,600 Est. Cost $64.70 Unrealized 0.0%

PBI PITNEY BOWES INC 0.2%

Value $1.943M Shares 282,835 Est. Cost $7.07 Unrealized -2.1%

BRSL INTERNATIONAL GAME TECHNOLOG 0.2%

Value $1.851M Shares 142,480 Est. Cost $12.24 Unrealized -18.5%

NGL NGL ENERGY PARTNERS LP 0.2%

Value $1.831M Shares 130,523 Est. Cost $14.03 Unrealized —

AWK AMERICAN WTR WKS CO INC NEW 0.2%

Value $1.814M Shares 17,400 Est. Cost $74.01 Unrealized +16.6%

— SANTANDER CONSUMER USA HDG I 0.2%

Value $1.807M Shares 85,526 Est. Cost $18.76 Unrealized —

NTRS NORTHERN TR CORP 0.2%

Value $1.79M Shares 19,800 Est. Cost $78.14 Unrealized -6.6%

WPP WPP PLC NEW 0.2%

Value $1.79M Shares 33,900 Est. Cost $52.80 Unrealized —

CFR CULLEN FROST BANKERS INC 0.2%

Value $1.776M Shares 18,300 Est. Cost $80.50 Unrealized 0.0%

— CHINA PETE & CHEM CORP 0.2%

Value $1.717M Shares 21,596 Est. Cost $79.51 Unrealized —

CNK CINEMARK HOLDINGS INC 0.2%

Value $1.712M Shares 42,800 Est. Cost $36.76 Unrealized 0.0%

ARCC ARES CAP CORP 0.2%

Value $1.697M Shares 99,000 Est. Cost $8.68 Unrealized 0.0%

SR SPIRE INC 0.2%

Value $1.694M Shares 20,589 Est. Cost $70.66 Unrealized —

GPC GENUINE PARTS CO 0.2%

Value $1.692M Shares 15,100 Est. Cost $80.48 Unrealized +5.3%

WU WESTERN UN CO 0.2%

Value $1.692M Shares 91,626 Est. Cost $18.47 Unrealized —

LEA LEAR CORP 0.2%

Value $1.67M Shares 12,304 Est. Cost $127.17 Unrealized 0.0%

PAYX PAYCHEX INC 0.2%

Value $1.665M Shares 20,758 Est. Cost $52.03 Unrealized +16.2%

CMI CUMMINS INC 0.2%

Value $1.658M Shares 10,500 Est. Cost $122.60 Unrealized +2.6%

HE HAWAIIAN ELEC INDUSTRIES 0.2%

Value $1.639M Shares 40,200 Est. Cost $35.79 Unrealized +6.2%

OXY OCCIDENTAL PETE CORP 0.2%

Value $1.629M Shares 24,600 Est. Cost $61.81 Unrealized -8.6%

— CRH PLC 0.2%

Value $1.619M Shares 52,213 Est. Cost $29.16 Unrealized —

HAS HASBRO INC 0.2%

Value $1.607M Shares 18,900 Est. Cost $70.95 Unrealized -4.8%

CFG CITIZENS FINL GROUP INC 0.2%

Value $1.583M Shares 48,700 Est. Cost $25.64 Unrealized 0.0%

DKS DICKS SPORTING GOODS INC 0.2%

Value $1.556M Shares 42,266 Est. Cost $28.54 Unrealized +0.7%

BGS B & G FOODS INC NEW 0.2%

Value $1.55M Shares 63,484 Est. Cost $14.26 Unrealized -1.7%

TXNM PNM RES INC 0.2%

Value $1.542M Shares 32,566 Est. Cost $38.31 Unrealized +14.2%

NDAQ NASDAQ INC 0.2%

Value $1.522M Shares 17,400 Est. Cost $25.70 Unrealized 0.0%

RS RELIANCE STEEL & ALUMINUM CO 0.2%

Value $1.506M Shares 16,689 Est. Cost $87.36 Unrealized -4.6%

GEL GENESIS ENERGY L P 0.2%

Value $1.494M Shares 64,100 Est. Cost $23.31 Unrealized —

MKC MCCORMICK & CO INC 0.2%

Value $1.446M Shares 9,600 Est. Cost $45.31 Unrealized +30.4%

MS MORGAN STANLEY 0.2%

Value $1.439M Shares 34,089 Est. Cost $38.40 Unrealized -11.4%

— TALLGRASS ENERGY LP 0.2%

Value $1.435M Shares 57,100 Est. Cost $25.13 Unrealized —

TAP MOLSON COORS BREWING CO 0.2%

Value $1.432M Shares 24,000 Est. Cost $51.32 Unrealized 0.0%

CF CF INDS HLDGS INC 0.2%

Value $1.41M Shares 34,500 Est. Cost $34.30 Unrealized +4.3%

AVGO BROADCOM INC 0.2%

Value $1.409M Shares 4,686 Est. Cost $19.73 Unrealized +14.0%

— BERRY PETE CORP 0.2%

Value $1.401M Shares 121,407 Est. Cost $11.54 Unrealized —

SXT SENSIENT TECHNOLOGIES CORP 0.2%

Value $1.396M Shares 20,600 Est. Cost $62.98 Unrealized 0.0%

GRMN GARMIN LTD 0.2%

Value $1.39M Shares 16,100 Est. Cost $61.84 Unrealized +3.9%

BNS BANK N S HALIFAX 0.2%

Value $1.385M Shares 26,000 Est. Cost $38.11 Unrealized -0.6%

IDA IDACORP INC 0.2%

Value $1.383M Shares 13,897 Est. Cost $89.76 Unrealized +8.2%

WLY WILEY JOHN & SONS INC 0.2%

Value $1.344M Shares 30,400 Est. Cost $38.90 Unrealized 0.0%

WSM WILLIAMS SONOMA INC 0.2%

Value $1.337M Shares 23,759 Est. Cost $22.32 Unrealized +6.8%

SON SONOCO PRODS CO 0.2%

Value $1.334M Shares 21,677 Est. Cost $41.50 Unrealized +8.9%

HOPE HOPE BANCORP INC 0.2%

Value $1.317M Shares 100,662 Est. Cost $14.19 Unrealized -1.7%

DLX DELUXE CORP 0.1%

Value $1.312M Shares 30,000 Est. Cost $32.30 Unrealized -1.7%

SHOO MADDEN STEVEN LTD 0.1%

Value $1.301M Shares 38,454 Est. Cost $28.71 Unrealized 0.0%

CNO CNO FINL GROUP INC 0.1%

Value $1.289M Shares 79,676 Est. Cost $15.43 Unrealized -6.5%

— TRINSEO S A 0.1%

Value $1.277M Shares 28,200 Est. Cost $51.17 Unrealized —

— MATCH GROUP INC 0.1%

Value $1.268M Shares 22,400 Est. Cost $56.61 Unrealized —

BTU PEABODY ENERGY CORP NEW 0.1%

Value $1.258M Shares 44,400 Est. Cost $28.21 Unrealized 0.0%

TELFY TELEFONICA S A 0.1%

Value $1.255M Shares 150,152 Est. Cost $8.38 Unrealized —

SID COMPANHIA SIDERURGICA NACION 0.1%

Value $1.247M Shares 303,487 Est. Cost $3.01 Unrealized —

SRE SEMPRA ENERGY 0.1%

Value $1.233M Shares 9,800 Est. Cost $42.70 Unrealized +10.4%

BKU BANKUNITED INC 0.1%

Value $1.199M Shares 35,900 Est. Cost $26.83 Unrealized +2.3%

NFG NATIONAL FUEL GAS CO N J 0.1%

Value $1.189M Shares 19,497 Est. Cost $51.80 Unrealized +12.1%

— AMC ENTMT HLDGS INC 0.1%

Value $1.172M Shares 78,928 Est. Cost $13.26 Unrealized —

— ENEL AMERICAS S A 0.1%

Value $1.165M Shares 130,492 Est. Cost $9.17 Unrealized —

LDOS LEIDOS HLDGS INC 0.1%

Value $1.16M Shares 18,100 Est. Cost $54.86 Unrealized 0.0%

ALK ALASKA AIR GROUP INC 0.1%

Value $1.148M Shares 20,453 Est. Cost $61.27 Unrealized -2.8%

JHG JANUS HENDERSON GROUP PLC 0.1%

Value $1.132M Shares 45,322 Est. Cost $23.20 Unrealized 0.0%

— U S SILICA HLDGS INC 0.1%

Value $1.125M Shares 64,800 Est. Cost $10.19 Unrealized —

CINF CINCINNATI FINL CORP 0.1%

Value $1.123M Shares 13,068 Est. Cost $61.53 Unrealized +12.3%

VFC V F CORP 0.1%

Value $1.121M Shares 12,900 Est. Cost $72.71 Unrealized +7.3%

— EXTENDED STAY AMER INC 0.1%

Value $1.118M Shares 62,276 Est. Cost $17.95 Unrealized —

— PEOPLES UTD FINL INC 0.1%

Value $1.103M Shares 67,099 Est. Cost $16.44 Unrealized —

— GUESS INC 0.1%

Value $1.1M Shares 56,100 Est. Cost $20.26 Unrealized —

RF REGIONS FINL CORP NEW 0.1%

Value $1.098M Shares 77,600 Est. Cost $11.54 Unrealized 0.0%

NPK NATIONAL PRESTO INDS INC 0.1%

Value $1.096M Shares 10,101 Est. Cost $102.24 Unrealized +13.8%

MDU MDU RES GROUP INC 0.1%

Value $1.08M Shares 41,800 Est. Cost $7.90 Unrealized 0.0%

CLF CLEVELAND CLIFFS INC 0.1%

Value $1.08M Shares 108,100 Est. Cost $9.49 Unrealized +0.5%

EVRG EVERGY INC 0.1%

Value $1.062M Shares 18,300 Est. Cost $40.03 Unrealized +9.1%

— GANNETT CO INC 0.1%

Value $1.04M Shares 98,709 Est. Cost $10.41 Unrealized —

DOX AMDOCS LTD 0.1%

Value $1.023M Shares 18,900 Est. Cost $48.68 Unrealized 0.0%

— CIT GROUP INC 0.1%

Value $1.003M Shares 20,900 Est. Cost $47.99 Unrealized —

KMT KENNAMETAL INC 0.1%

Value $996K Shares 27,100 Est. Cost $29.92 Unrealized 0.0%

WEN WENDYS CO 0.1%

Value $994K Shares 55,570 Est. Cost $17.01 Unrealized 0.0%

AJG GALLAGHER ARTHUR J & CO 0.1%

Value $993K Shares 12,717 Est. Cost $60.72 Unrealized +16.2%

— SEASPAN CORP 0.1%

Value $972K Shares 111,691 Est. Cost $8.58 Unrealized —

INTC INTEL CORP 0.1%

Value $972K Shares 18,100 Est. Cost $43.83 Unrealized 0.0%

WES WESTERN MIDSTREAM PARTNERS L 0.1%

Value $966K Shares 30,805 Est. Cost $31.36 Unrealized —

— EL PASO ELEC CO 0.1%

Value $966K Shares 16,426 Est. Cost $52.88 Unrealized —

CAKE CHEESECAKE FACTORY INC 0.1%

Value $920K Shares 18,800 Est. Cost $40.95 Unrealized -2.9%

FITB FIFTH THIRD BANCORP 0.1%

Value $916K Shares 36,310 Est. Cost $21.51 Unrealized -5.7%

CLX CLOROX CO DEL 0.1%

Value $915K Shares 5,700 Est. Cost $106.77 Unrealized +18.8%

UVV UNIVERSAL CORP VA 0.1%

Value $913K Shares 15,840 Est. Cost $62.83 Unrealized -8.6%

PBF PBF ENERGY INC 0.1%

Value $900K Shares 28,900 Est. Cost $34.99 Unrealized -4.0%

SABR SABRE CORP 0.1%

Value $888K Shares 41,500 Est. Cost $21.79 Unrealized +1.9%

RELX RELX PLC 0.1%

Value $875K Shares 40,786 Est. Cost $21.45 Unrealized —

NWE NORTHWESTERN CORP 0.1%

Value $856K Shares 12,162 Est. Cost $37.69 Unrealized +28.9%

ASB ASSOCIATED BANC CORP 0.1%

Value $850K Shares 39,800 Est. Cost $16.78 Unrealized 0.0%

— ARCH COAL INC 0.1%

Value $840K Shares 9,198 Est. Cost $78.39 Unrealized —

OHI OMEGA HEALTHCARE INVS INC 0.1%

Value $839K Shares 22,000 Est. Cost $28.06 Unrealized —

AMGN AMGEN INC 0.1%

Value $836K Shares 4,400 Est. Cost $151.94 Unrealized +1.8%

LNC LINCOLN NATL CORP IND 0.1%

Value $816K Shares 13,900 Est. Cost $45.77 Unrealized -5.7%

— POLYONE CORP 0.1%

Value $812K Shares 27,700 Est. Cost $29.31 Unrealized —

EVR EVERCORE INC 0.1%

Value $801K Shares 8,800 Est. Cost $69.94 Unrealized +7.7%

— BEMIS CO INC 0.1%

Value $782K Shares 14,100 Est. Cost $45.89 Unrealized —

— DSW INC 0.1%

Value $779K Shares 35,068 Est. Cost $25.28 Unrealized —

RCI ROGERS COMMUNICATIONS INC 0.1%

Value $775K Shares 14,400 Est. Cost $53.90 Unrealized 0.0%

BCE BCE INC 0.1%

Value $772K Shares 17,400 Est. Cost $27.51 Unrealized 0.0%

RLI RLI CORP 0.1%

Value $759K Shares 10,583 Est. Cost $25.43 Unrealized +8.2%

CNH CNH INDL N V 0.1%

Value $745K Shares 73,025 Est. Cost $7.84 Unrealized 0.0%

ACCO ACCO BRANDS CORP 0.1%

Value $734K Shares 85,800 Est. Cost $6.20 Unrealized +0.6%

— TRIBUNE MEDIA CO 0.1%

Value $730K Shares 15,825 Est. Cost $38.42 Unrealized —

AVA AVISTA CORP 0.1%

Value $719K Shares 17,700 Est. Cost $30.30 Unrealized 0.0%

UNM UNUM GROUP 0.1%

Value $710K Shares 21,000 Est. Cost $34.81 Unrealized 0.0%

BWA BORGWARNER INC 0.1%

Value $699K Shares 18,200 Est. Cost $29.94 Unrealized +3.7%

BKH BLACK HILLS CORP 0.1%

Value $696K Shares 9,400 Est. Cost $52.65 Unrealized 0.0%

HBAN HUNTINGTON BANCSHARES INC 0.1%

Value $690K Shares 54,400 Est. Cost $9.75 Unrealized 0.0%

LPX LOUISIANA PAC CORP 0.1%

Value $683K Shares 28,000 Est. Cost $24.43 Unrealized 0.0%

TGNA TEGNA INC 0.1%

Value $675K Shares 47,886 Est. Cost $12.69 Unrealized 0.0%

— GRAFTECH INTL LTD 0.1%

Value $669K Shares 52,274 Est. Cost $11.44 Unrealized —

PB PROSPERITY BANCSHARES INC 0.1%

Value $663K Shares 9,600 Est. Cost $57.37 Unrealized 0.0%

— LAZARD LTD 0.1%

Value $661K Shares 18,300 Est. Cost $36.12 Unrealized —

ENB ENBRIDGE INC 0.1%

Value $645K Shares 17,788 Est. Cost $20.25 Unrealized +13.1%

TX TERNIUM SA 0.1%

Value $629K Shares 23,100 Est. Cost $27.18 Unrealized —

NJR NEW JERSEY RES 0.1%

Value $626K Shares 12,568 Est. Cost $31.01 Unrealized +19.8%

TLK P T TELEKOMUNIKASI INDONESIA 0.1%

Value $626K Shares 22,806 Est. Cost $25.76 Unrealized —

— AIRCASTLE LTD 0.1%

Value $608K Shares 30,031 Est. Cost $20.62 Unrealized —

CCU COMPANIA CERVECERIAS UNIDAS 0.1%

Value $589K Shares 20,000 Est. Cost $29.45 Unrealized —

KALU KAISER ALUMINUM CORP 0.1%

Value $586K Shares 5,600 Est. Cost $79.51 Unrealized 0.0%

WRB BERKLEY W R CORP 0.1%

Value $576K Shares 6,800 Est. Cost $20.26 Unrealized 0.0%

— BRIGHTSPHERE INVESTMNT GRP P 0.1%

Value $573K Shares 42,274 Est. Cost $13.20 Unrealized —

SQM SOCIEDAD QUIMICA MINERA DE C 0.1%

Value $569K Shares 14,800 Est. Cost $47.89 Unrealized —

SBS COMPANHIA DE SANEAMENTO BASI 0.1%

Value $569K Shares 53,775 Est. Cost $10.58 Unrealized —

BCC BOISE CASCADE CO DEL 0.1%

Value $565K Shares 21,100 Est. Cost $19.26 Unrealized -2.9%

SIMO SILICON MOTION TECHNOLOGY CO 0.1%

Value $559K Shares 14,100 Est. Cost $43.74 Unrealized —

— CHINA LIFE INS CO LTD 0.1%

Value $551K Shares 41,026 Est. Cost $12.43 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 0.1%

Value $540K Shares 13,100 Est. Cost $36.56 Unrealized —

— HFF INC 0.1%

Value $535K Shares 11,200 Est. Cost $47.77 Unrealized —

— DRYSHIPS INC 0.1%

Value $533K Shares 115,324 Est. Cost $3.85 Unrealized —

— MERIDIAN BIOSCIENCE INC 0.1%

Value $533K Shares 30,259 Est. Cost $14.66 Unrealized —

EXR EXTRA SPACE STORAGE INC 0.1%

Value $530K Shares 5,200 Est. Cost $74.18 Unrealized 0.0%

ELAN ELANCO ANIMAL HEALTH INC 0.1%

Value $522K Shares 16,287 Est. Cost $30.77 Unrealized 0.0%

— GOLAR LNG PARTNERS LP 0.1%

Value $520K Shares 40,300 Est. Cost $12.90 Unrealized —

MCY MERCURY GENL CORP NEW 0.1%

Value $519K Shares 10,367 Est. Cost $47.94 Unrealized +8.3%

VVV VALVOLINE INC 0.1%

Value $515K Shares 27,739 Est. Cost $19.80 Unrealized 0.0%

— CNOOC LTD 0.1%

Value $514K Shares 2,769 Est. Cost $157.14 Unrealized —

IFF INTERNATIONAL FLAVORS&FRAGRA 0.1%

Value $513K Shares 3,981 Est. Cost $107.77 Unrealized +2.4%

— PATTERSON COMPANIES INC 0.1%

Value $504K Shares 23,076 Est. Cost $24.45 Unrealized —

FAF FIRST AMERN FINL CORP 0.1%

Value $489K Shares 9,500 Est. Cost $36.40 Unrealized +7.8%

HCC WARRIOR MET COAL INC 0.1%

Value $477K Shares 15,700 Est. Cost $27.36 Unrealized 0.0%

— DCP MIDSTREAM LP 0.1%

Value $459K Shares 13,900 Est. Cost $33.02 Unrealized —

— AMERIGAS PARTNERS L P 0.1%

Value $456K Shares 14,756 Est. Cost $30.90 Unrealized —

— TPG SPECIALTY LENDING INC 0.1%

Value $455K Shares 22,770 Est. Cost $19.98 Unrealized —

MATV SCHWEITZER-MAUDUIT INTL INC 0.1%

Value $449K Shares 11,600 Est. Cost $24.39 Unrealized 0.0%

OTTR OTTER TAIL CORP 0.1%

Value $438K Shares 8,798 Est. Cost $36.40 Unrealized +11.3%

FAST FASTENAL CO 0.0%

Value $437K Shares 6,800 Est. Cost $11.23 Unrealized +12.5%

GSM FERROGLOBE PLC 0.0%

Value $436K Shares 212,596 Est. Cost $3.03 Unrealized -26.8%

GATX GATX CORP 0.0%

Value $429K Shares 5,612 Est. Cost $60.03 Unrealized +8.2%

UGP ULTRAPAR PARTICIPACOES S A 0.0%

Value $428K Shares 35,800 Est. Cost $11.96 Unrealized —

— INTERPUBLIC GROUP COS INC 0.0%

Value $427K Shares 20,311 Est. Cost $16.63 Unrealized +1.4%

RHI ROBERT HALF INTL INC 0.0%

Value $404K Shares 6,200 Est. Cost $63.44 Unrealized 0.0%

LXFR LUXFER HOLDINGS PLC 0.0%

Value $404K Shares 16,158 Est. Cost $20.07 Unrealized 0.0%

— IBERIABANK CORP 0.0%

Value $402K Shares 5,600 Est. Cost $71.79 Unrealized —

— GASLOG PARTNERS LP 0.0%

Value $401K Shares 17,700 Est. Cost $22.66 Unrealized —

TFSL TFS FINL CORP 0.0%

Value $396K Shares 24,048 Est. Cost $9.56 Unrealized +5.3%

CPF CENTRAL PAC FINL CORP 0.0%

Value $395K Shares 13,697 Est. Cost $20.82 Unrealized 0.0%

BOH BANK HAWAII CORP 0.0%

Value $379K Shares 4,800 Est. Cost $59.25 Unrealized 0.0%

EC ECOPETROL S A 0.0%

Value $366K Shares 17,050 Est. Cost $26.91 Unrealized —

MUR MURPHY OIL CORP 0.0%

Value $352K Shares 12,025 Est. Cost $24.06 Unrealized -8.4%

HWC HANCOCK WHITNEY CORPORATION 0.0%

Value $351K Shares 8,700 Est. Cost $50.73 Unrealized -19.2%

— LIONS GATE ENTMNT CORP 0.0%

Value $350K Shares 22,400 Est. Cost $15.63 Unrealized —

— COVIA HLDGS CORP 0.0%

Value $349K Shares 62,395 Est. Cost $3.42 Unrealized —

— CHEMICAL FINL CORP 0.0%

Value $346K Shares 8,400 Est. Cost $41.19 Unrealized —

— TEEKAY CORPORATION 0.0%

Value $346K Shares 88,238 Est. Cost $3.92 Unrealized —

— TUPPERWARE BRANDS CORP 0.0%

Value $338K Shares 13,200 Est. Cost $31.59 Unrealized —

— HOLLY ENERGY PARTNERS L P 0.0%

Value $337K Shares 12,500 Est. Cost $26.96 Unrealized —

FTS FORTIS INC 0.0%

Value $333K Shares 9,000 Est. Cost $27.39 Unrealized 0.0%

SUN SUNOCO LP 0.0%

Value $332K Shares 10,640 Est. Cost $29.51 Unrealized —

— TARO PHARMACEUTICAL INDS LTD 0.0%

Value $325K Shares 3,010 Est. Cost $107.97 Unrealized —

GBCI GLACIER BANCORP INC NEW 0.0%

Value $322K Shares 8,045 Est. Cost $30.57 Unrealized +10.4%

HVT HAVERTY FURNITURE INC 0.0%

Value $300K Shares 13,698 Est. Cost $19.94 Unrealized +8.3%

MMLP MARTIN MIDSTREAM PRTNRS L P 0.0%

Value $299K Shares 24,000 Est. Cost $12.46 Unrealized —

EBF ENNIS INC 0.0%

Value $297K Shares 14,300 Est. Cost $13.10 Unrealized 0.0%

KT KT CORP 0.0%

Value $295K Shares 23,700 Est. Cost $13.70 Unrealized —

WNC WABASH NATL CORP 0.0%

Value $291K Shares 21,500 Est. Cost $12.17 Unrealized 0.0%

AB ALLIANCEBERNSTEIN HOLDING LP 0.0%

Value $289K Shares 10,001 Est. Cost $26.84 Unrealized —

— DEAN FOODS CO NEW 0.0%

Value $288K Shares 95,020 Est. Cost $3.12 Unrealized —

TCPC BLACKROCK TCP CAP CORP 0.0%

Value $288K Shares 20,300 Est. Cost $14.26 Unrealized 0.0%

CIG COMPANHIA ENERGETICA DE MINA 0.0%

Value $282K Shares 78,900 Est. Cost $3.57 Unrealized —

BHE BENCHMARK ELECTRS INC 0.0%

Value $278K Shares 10,600 Est. Cost $19.42 Unrealized +12.2%

CATY CATHAY GEN BANCORP 0.0%

Value $275K Shares 8,100 Est. Cost $29.00 Unrealized 0.0%

TU TELUS CORP 0.0%

Value $270K Shares 7,300 Est. Cost $17.67 Unrealized 0.0%

— ENLINK MIDSTREAM LLC 0.0%

Value $263K Shares 20,600 Est. Cost $12.77 Unrealized —

— XPERI CORP 0.0%

Value $262K Shares 11,200 Est. Cost $23.39 Unrealized —

NMFC NEW MTN FIN CORP 0.0%

Value $262K Shares 19,300 Est. Cost $5.63 Unrealized +13.7%

PUK PRUDENTIAL PLC 0.0%

Value $261K Shares 6,498 Est. Cost $40.17 Unrealized —

MATX MATSON INC 0.0%

Value $260K Shares 7,207 Est. Cost $27.27 Unrealized +13.1%

— NATIONAL CINEMEDIA INC 0.0%

Value $255K Shares 36,235 Est. Cost $7.12 Unrealized —

— COVANTA HLDG CORP 0.0%

Value $247K Shares 14,290 Est. Cost $15.01 Unrealized —

UBSI UNITED BANKSHARES INC WEST V 0.0%

Value $246K Shares 6,800 Est. Cost $36.07 Unrealized 0.0%

— MOBILE MINI INC 0.0%

Value $244K Shares 7,200 Est. Cost $33.89 Unrealized —

— MAXAR TECHNOLOGIES INC 0.0%

Value $240K Shares 59,697 Est. Cost $4.02 Unrealized —

— GREAT WESTN BANCORP INC 0.0%

Value $240K Shares 7,600 Est. Cost $31.58 Unrealized —

MLKN MILLER HERMAN INC 0.0%

Value $236K Shares 6,700 Est. Cost $27.60 Unrealized +5.5%

— OAKTREE CAP GROUP LLC 0.0%

Value $233K Shares 4,700 Est. Cost $49.57 Unrealized —

CAJPY CANON INC 0.0%

Value $232K Shares 8,000 Est. Cost $29.00 Unrealized —

— CHINA TELECOM CORP LTD 0.0%

Value $232K Shares 4,147 Est. Cost $44.43 Unrealized —

ERIC ERICSSON 0.0%

Value $230K Shares 25,000 Est. Cost $7.00 Unrealized —

FHI FEDERATED INVS INC PA 0.0%

Value $229K Shares 7,800 Est. Cost $20.37 Unrealized 0.0%

— CHANGYOU COM LTD 0.0%

Value $227K Shares 13,300 Est. Cost $17.07 Unrealized —

RNST RENASANT CORP 0.0%

Value $220K Shares 6,500 Est. Cost $35.07 Unrealized +1.6%

— CONSOLIDATED COMM HLDGS INC 0.0%

Value $220K Shares 20,200 Est. Cost $10.96 Unrealized —

— ATLANTICA YIELD PLC 0.0%

Value $218K Shares 11,200 Est. Cost $19.46 Unrealized —

MGEE MGE ENERGY INC 0.0%

Value $217K Shares 3,194 Est. Cost $54.99 Unrealized 0.0%

GEF GREIF INC 0.0%

Value $215K Shares 5,200 Est. Cost $31.01 Unrealized 0.0%

CEPU CENTRAL PUERTO S A 0.0%

Value $212K Shares 23,099 Est. Cost $9.93 Unrealized —

RGR STURM RUGER & CO INC 0.0%

Value $207K Shares 3,900 Est. Cost $54.54 Unrealized 0.0%

— ADTRAN INC 0.0%

Value $207K Shares 15,102 Est. Cost $13.71 Unrealized —

MGY MAGNOLIA OIL & GAS CORP 0.0%

Value $202K Shares 16,800 Est. Cost $12.18 Unrealized 0.0%

BSBR BANCO SANTANDER BRASIL S A 0.0%

Value $193K Shares 17,200 Est. Cost $11.22 Unrealized —

— LIONS GATE ENTMNT CORP 0.0%

Value $184K Shares 12,200 Est. Cost $15.08 Unrealized —

CWEN/A CLEARWAY ENERGY INC 0.0%

Value $179K Shares 12,300 Est. Cost $10.13 Unrealized 0.0%

— HI-CRUSH PARTNERS LP 0.0%

Value $175K Shares 39,230 Est. Cost $6.37 Unrealized —

— EMERALD EXPOSITIONS EVENTS I 0.0%

Value $168K Shares 13,200 Est. Cost $12.73 Unrealized —

HIMX HIMAX TECHNOLOGIES INC 0.0%

Value $163K Shares 51,174 Est. Cost $3.19 Unrealized —

— LSC COMMUNICATIONS INC 0.0%

Value $161K Shares 24,700 Est. Cost $6.52 Unrealized —

TLYS TILLYS INC 0.0%

Value $158K Shares 14,222 Est. Cost $8.91 Unrealized 0.0%

— BARNES & NOBLE INC 0.0%

Value $119K Shares 21,962 Est. Cost $6.31 Unrealized —

— VEON LTD 0.0%

Value $116K Shares 55,600 Est. Cost $2.43 Unrealized —

NAT NORDIC AMERICAN TANKERS LIMI 0.0%

Value $110K Shares 54,500 Est. Cost $2.29 Unrealized -7.9%

LPL LG DISPLAY CO LTD 0.0%

Value $108K Shares 12,500 Est. Cost $8.16 Unrealized —

— OAKTREE SPECIALTY LENDING CO 0.0%

Value $105K Shares 20,200 Est. Cost $4.57 Unrealized —

PNNT PENNANTPARK INVT CORP 0.0%

Value $73,000 Shares 10,500 Est. Cost $2.78 Unrealized +7.9%

— BLACKROCK CAPITAL INVESTMENT 0.0%

Value $68,000 Shares 11,300 Est. Cost $6.02 Unrealized —

— CEMTREX INC 0.0%

Value $1,000 Shares 30,000 Est. Cost $0.53 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	110,000	$20.89M	2.4%	$40.43	0.0%	COM	037833100
ETR	ENTERGY CORP NEW	141,178	$13.5M	1.5%	$30.49	+15.5%	COM	29364G103
AES	AES CORP	727,451	$13.15M	1.5%	$9.38	+40.4%	COM	00130H105
DRI	DARDEN RESTAURANTS INC	106,700	$12.96M	1.5%	$88.60	+2.3%	COM	237194105
TSN	TYSON FOODS INC	155,800	$10.82M	1.2%	$50.94	0.0%	CL A	902494103
HD	HOME DEPOT INC	55,298	$10.61M	1.2%	$153.40	+0.8%	COM	437076102
COF	CAPITAL ONE FINL CORP	127,900	$10.45M	1.2%	$72.22	0.0%	COM	14040H105
—	ANADARKO PETE CORP	226,500	$10.3M	1.2%	$44.92	—	COM	032511107
ETN	EATON CORP PLC	127,300	$10.26M	1.2%	$66.36	+0.2%	SHS	G29183103
PSX	PHILLIPS 66	104,700	$9.964M	1.1%	$72.43	-0.7%	COM	718546104
SYF	SYNCHRONY FINL	309,233	$9.865M	1.1%	$23.67	+7.1%	COM	87165B103
CNQ	CANADIAN NAT RES LTD	349,242	$9.604M	1.1%	$9.35	0.0%	COM	136385101
FE	FIRSTENERGY CORP	222,200	$9.246M	1.1%	$25.13	+19.5%	COM	337932107
EXC	EXELON CORP	183,456	$9.197M	1.1%	$22.13	+20.8%	COM	30161N101
—	FOOT LOCKER INC	145,791	$8.835M	1.0%	$57.56	—	COM	344849104
PBR/A	PETROLEO BRASILEIRO SA PETRO	595,360	$8.514M	1.0%	$14.30	—	SP ADR NON VTG	71654V101
MCD	MCDONALDS CORP	44,000	$8.356M	1.0%	$152.96	+1.1%	COM	580135101
CAG	CONAGRA BRANDS INC	277,398	$7.695M	0.9%	$17.77	-2.1%	COM	205887102
WDC	WESTERN DIGITAL CORP	154,670	$7.433M	0.8%	$36.35	-10.9%	COM	958102105
AMAT	APPLIED MATLS INC	185,800	$7.369M	0.8%	$31.70	+11.4%	COM	038222105
SYY	SYSCO CORP	108,200	$7.223M	0.8%	$54.12	0.0%	COM	871829107
ALLY	ALLY FINL INC	261,712	$7.194M	0.8%	$21.27	-1.3%	COM	02005N100
PRU	PRUDENTIAL FINL INC	77,276	$7.1M	0.8%	$68.57	-4.5%	COM	744320102
CAH	CARDINAL HEALTH INC	145,743	$7.018M	0.8%	$41.04	0.0%	COM	14149Y108
PFG	PRINCIPAL FINL GROUP INC	139,200	$6.986M	0.8%	$37.23	+1.9%	COM	74251V102
—	WESTROCK CO	181,060	$6.944M	0.8%	$38.19	—	COM	96145D105
KLAC	KLA-TENCOR CORP	57,906	$6.915M	0.8%	$97.14	+1.0%	COM	482480100
GLW	CORNING INC	206,662	$6.841M	0.8%	$26.29	+2.9%	COM	219350105
DTE	DTE ENERGY CO	54,200	$6.761M	0.8%	$78.85	+1.6%	COM	233331107
ED	CONSOLIDATED EDISON INC	78,400	$6.649M	0.8%	$62.39	0.0%	COM	209115104
CVX	CHEVRON CORP NEW	53,900	$6.639M	0.8%	$85.75	+2.0%	COM	166764100
—	AXA EQUITABLE HLDGS INC	328,436	$6.615M	0.8%	$19.11	—	COM	054561105
AEP	AMERICAN ELEC PWR CO INC	78,400	$6.566M	0.7%	$62.45	0.0%	COM	025537101
AMP	AMERIPRISE FINL INC	50,500	$6.469M	0.7%	$109.91	-0.5%	COM	03076C106
C	CITIGROUP INC	103,600	$6.446M	0.7%	$50.45	-3.3%	COM NEW	172967424
JNJ	JOHNSON & JOHNSON	45,900	$6.416M	0.7%	$110.34	0.0%	COM	478160104
DUK	DUKE ENERGY CORP NEW	69,500	$6.255M	0.7%	$66.91	0.0%	COM NEW	26441C204
MDT	MEDTRONIC PLC	68,400	$6.23M	0.7%	$74.90	-0.8%	SHS	G5960L103
IP	INTL PAPER CO	134,400	$6.219M	0.7%	$32.76	-3.0%	COM	460146103
GILD	GILEAD SCIENCES INC	94,900	$6.169M	0.7%	$52.23	-2.6%	COM	375558103
CAT	CATERPILLAR INC DEL	44,800	$6.07M	0.7%	$114.61	0.0%	COM	149123101
WYNN	WYNN RESORTS LTD	50,688	$6.048M	0.7%	$105.71	+5.8%	COM	983134107
NEE	NEXTERA ENERGY INC	31,013	$5.995M	0.7%	$33.41	+15.5%	COM	65339F101
ABBV	ABBVIE INC	74,300	$5.988M	0.7%	$61.01	0.0%	COM	00287Y109
BK	BANK NEW YORK MELLON CORP	118,600	$5.981M	0.7%	$42.33	0.0%	COM	064058100
BMY	BRISTOL MYERS SQUIBB CO	122,700	$5.854M	0.7%	$38.30	0.0%	COM	110122108
CMS	CMS ENERGY CORP	105,200	$5.843M	0.7%	$42.03	+2.5%	COM	125896100
PNC	PNC FINL SVCS GROUP INC	47,019	$5.767M	0.7%	$101.36	-4.5%	COM	693475105
D	DOMINION ENERGY INC	74,140	$5.684M	0.6%	$53.89	0.0%	COM	25746U109
STLD	STEEL DYNAMICS INC	156,914	$5.534M	0.6%	$30.85	-0.6%	COM	858119100
WEC	WEC ENERGY GROUP INC	69,400	$5.488M	0.6%	$57.40	+3.9%	COM	92939U106
—	BLACKROCK INC	12,800	$5.47M	0.6%	$412.26	—	COM	09247X101
CE	CELANESE CORP DEL	53,700	$5.295M	0.6%	$86.22	0.0%	COM	150870103
KDP	KEURIG DR PEPPER INC	187,700	$5.25M	0.6%	$22.37	+2.0%	COM	49271V100
NI	NISOURCE INC	180,526	$5.174M	0.6%	$21.49	0.0%	COM	65473P105
HUN	HUNTSMAN CORP	225,756	$5.077M	0.6%	$24.29	-7.3%	COM	447011107
RSG	REPUBLIC SVCS INC	61,300	$4.927M	0.6%	$67.24	+3.4%	COM	760759100
KMB	KIMBERLY CLARK CORP	38,652	$4.789M	0.5%	$86.46	+5.6%	COM	494368103
—	CHINA MOBILE LIMITED	93,888	$4.787M	0.5%	$50.33	—	SPONSORED ADR	16941M109
IBM	INTERNATIONAL BUSINESS MACHS	33,600	$4.741M	0.5%	$97.47	-2.9%	COM	459200101
CNP	CENTERPOINT ENERGY INC	152,398	$4.679M	0.5%	$20.96	+18.3%	COM	15189T107
PAGP	PLAINS GP HLDGS L P	185,710	$4.628M	0.5%	$23.88	—	LTD PARTNR INT A	72651A207
DGX	QUEST DIAGNOSTICS INC	50,800	$4.568M	0.5%	$75.54	0.0%	COM	74834L100
KR	KROGER CO	181,400	$4.462M	0.5%	$22.06	+7.1%	COM	501044101
AZN	ASTRAZENECA PLC	108,718	$4.395M	0.5%	$37.94	—	SPONSORED ADR	046353108
RCL	ROYAL CARIBBEAN CRUISES LTD	36,600	$4.195M	0.5%	$105.14	+2.8%	COM	V7780T103
—	WYNDHAM DESTINATIONS INC	102,679	$4.157M	0.5%	$39.35	—	COM	98310W108
UNP	UNION PACIFIC CORP	24,700	$4.13M	0.5%	$126.42	+9.2%	COM	907818108
KMI	KINDER MORGAN INC DEL	205,877	$4.12M	0.5%	$12.50	0.0%	COM	49456B101
GNTX	GENTEX CORP	196,806	$4.07M	0.5%	$20.90	0.0%	COM	371901109
KEY	KEYCORP NEW	249,200	$3.925M	0.4%	$12.44	-3.8%	COM	493267108
CVS	CVS HEALTH CORP	72,200	$3.894M	0.4%	$53.12	-6.9%	COM	126650100
—	THOMSON REUTERS CORP	65,300	$3.866M	0.4%	$48.32	—	COM NEW	884903709
MET	METLIFE INC	90,400	$3.848M	0.4%	$35.04	0.0%	COM	59156R108
LYB	LYONDELLBASELL INDUSTRIES N	45,700	$3.842M	0.4%	$55.48	0.0%	SHS - A -	N53745100
—	APACHE CORP	109,683	$3.802M	0.4%	$26.25	—	COM	037411105
SBUX	STARBUCKS CORP	51,100	$3.799M	0.4%	$53.65	+10.5%	COM	855244109
—	L BRANDS INC	134,923	$3.721M	0.4%	$27.01	—	COM	501797104
MDLZ	MONDELEZ INTL INC	71,662	$3.577M	0.4%	$35.78	+8.3%	CL A	609207105
—	CYPRESS SEMICONDUCTOR CORP	237,647	$3.546M	0.4%	$14.92	—	COM	232806109
PPL	PPL CORP	111,500	$3.539M	0.4%	$21.08	+9.6%	COM	69351T106
SO	SOUTHERN CO	67,100	$3.468M	0.4%	$37.42	0.0%	COM	842587107
HON	HONEYWELL INTL INC	21,800	$3.464M	0.4%	$121.16	0.0%	COM	438516106
MRK	MERCK & CO INC	41,500	$3.452M	0.4%	$56.50	+6.7%	COM	58933Y105
FCX	FREEPORT-MCMORAN INC	266,800	$3.439M	0.4%	$11.12	0.0%	CL B	35671D857
XEL	XCEL ENERGY INC	61,100	$3.434M	0.4%	$40.29	+7.0%	COM	98389B100
PG	PROCTER AND GAMBLE CO	32,500	$3.382M	0.4%	$82.07	0.0%	COM	742718109
—	BUCKEYE PARTNERS L P	98,700	$3.358M	0.4%	$34.02	—	UNIT LTD PARTN	118230101
PEP	PEPSICO INC	27,200	$3.333M	0.4%	$92.45	0.0%	COM	713448108
—	SEAGATE TECHNOLOGY PLC	68,308	$3.271M	0.4%	$58.27	—	SHS	G7945M107
FHB	FIRST HAWAIIAN INC	122,921	$3.202M	0.4%	$18.12	+4.4%	COM	32051X108
PM	PHILIP MORRIS INTL INC	36,000	$3.182M	0.4%	$56.07	0.0%	COM	718172109
CPA	COPA HOLDINGS SA	39,422	$3.178M	0.4%	$67.72	+6.8%	CL A	P31076105
—	KELLOGG CO	55,000	$3.156M	0.4%	$44.63	-7.1%	COM	487836108
MPC	MARATHON PETE CORP	52,400	$3.136M	0.4%	$54.18	-6.9%	COM	56585A102
MRSH	MARSH & MCLENNAN COS INC	32,700	$3.071M	0.4%	$74.46	+6.5%	COM	571748102
WMT	WALMART INC	30,826	$3.006M	0.3%	$28.76	+1.7%	COM	931142103
OMC	OMNICOM GROUP INC	41,000	$2.993M	0.3%	$58.50	0.0%	COM	681919106
LOW	LOWES COS INC	27,300	$2.989M	0.3%	$88.06	0.0%	COM	548661107
LLY	LILLY ELI & CO	22,933	$2.976M	0.3%	$81.34	+36.4%	COM	532457108
—	SYNOVUS FINL CORP	84,200	$2.893M	0.3%	$34.15	—	COM NEW	87161C501
HOG	HARLEY DAVIDSON INC	80,902	$2.885M	0.3%	$36.40	0.0%	COM	412822108
ADP	AUTOMATIC DATA PROCESSING IN	17,900	$2.859M	0.3%	$120.05	+4.5%	COM	053015103
ES	EVERSOURCE ENERGY	40,300	$2.859M	0.3%	$49.05	+10.1%	COM	30040W108
MO	ALTRIA GROUP INC	48,500	$2.785M	0.3%	$33.13	-10.3%	COM	02209S103
CVI	CVR ENERGY INC	66,391	$2.735M	0.3%	$20.85	+9.4%	COM	12662P108
BIGGQ	BIG LOTS INC	71,800	$2.73M	0.3%	$33.50	-19.2%	COM	089302103
PAG	PENSKE AUTOMOTIVE GRP INC	59,900	$2.675M	0.3%	$44.30	0.0%	COM	70959W103
—	MOBILE TELESYSTEMS PJSC	352,786	$2.667M	0.3%	$8.47	—	SPONSORED ADR	607409109
MTB	M & T BK CORP	16,800	$2.638M	0.3%	$127.67	+3.3%	COM	55261F104
WM	WASTE MGMT INC DEL	25,000	$2.598M	0.3%	$79.68	+9.2%	COM	94106L109
TRN	TRINITY INDS INC	119,200	$2.59M	0.3%	$17.59	-0.3%	COM	896522109
—	AVANGRID INC	51,200	$2.578M	0.3%	$50.30	—	COM	05351W103
—	UMPQUA HLDGS CORP	153,828	$2.538M	0.3%	$16.50	—	COM	904214103
CBRL	CRACKER BARREL OLD CTRY STOR	15,500	$2.505M	0.3%	$124.87	+0.1%	COM	22410J106
SU	SUNCOR ENERGY INC NEW	76,749	$2.489M	0.3%	$24.80	0.0%	COM	867224107
BBVA	BANCO BILBAO VIZCAYA ARGENTA	429,321	$2.46M	0.3%	$5.59	—	SPONSORED ADR	05946K101
LNT	ALLIANT ENERGY CORP	52,000	$2.451M	0.3%	$36.14	0.0%	COM	018802108
—	OFFICE DEPOT INC	674,705	$2.449M	0.3%	$2.65	—	COM	676220106
—	VIACOM INC NEW	87,200	$2.448M	0.3%	$25.70	—	CL B	92553P201
SIG	SIGNET JEWELERS LIMITED	89,500	$2.431M	0.3%	$27.07	-10.8%	SHS	G81276100
—	CADENCE BANCORPORATION	130,702	$2.425M	0.3%	$18.55	—	CL A	12739A100
FBIN	FORTUNE BRANDS HOME & SEC IN	50,900	$2.423M	0.3%	$34.57	0.0%	COM	34964C106
—	XEROX CORP	75,715	$2.421M	0.3%	$28.89	—	COM NEW	984121608
NTAP	NETAPP INC	33,600	$2.33M	0.3%	$58.38	-8.6%	COM	64110D104
—	AQUA AMERICA INC	62,883	$2.291M	0.3%	$36.43	—	COM	03836W103
DOV	DOVER CORP	23,800	$2.232M	0.3%	$76.96	+1.6%	COM	260003108
COR	AMERISOURCEBERGEN CORP	27,700	$2.203M	0.3%	$62.97	0.0%	COM	03073E105
—	NOBLE ENERGY INC	88,700	$2.194M	0.3%	$24.74	—	COM	655044105
RPM	RPM INTL INC	37,200	$2.159M	0.2%	$63.37	-10.4%	COM	749685103
—	MEREDITH CORP	38,911	$2.15M	0.2%	$51.02	—	COM	589433101
EAT	BRINKER INTL INC	48,002	$2.13M	0.2%	$40.24	+7.1%	COM	109641100
PNW	PINNACLE WEST CAP CORP	22,100	$2.112M	0.2%	$66.20	+2.4%	COM	723484101
PBR	PETROLEO BRASILEIRO SA PETRO	132,300	$2.106M	0.2%	$13.01	—	SPONSORED ADR	71654V408
SNA	SNAP ON INC	13,328	$2.086M	0.2%	$124.36	+6.6%	COM	833034101
DAN	DANA INCORPORATED	117,400	$2.083M	0.2%	$15.01	+0.9%	COM	235825205
CHRW	C H ROBINSON WORLDWIDE INC	23,400	$2.036M	0.2%	$74.46	0.0%	COM NEW	12541W209
HSY	HERSHEY CO	17,600	$2.021M	0.2%	$92.82	0.0%	COM	427866108
OGS	ONE GAS INC	22,584	$2.011M	0.2%	$76.01	+10.6%	COM	68235P108
USB	US BANCORP DEL	41,368	$1.994M	0.2%	$38.28	-1.8%	COM NEW	902973304
BAP	CREDICORP LTD	8,307	$1.993M	0.2%	$192.89	+2.1%	COM	G2519Y108
PLCE	CHILDRENS PL INC	20,279	$1.973M	0.2%	$91.18	0.0%	COM	168905107
DIN	DINE BRANDS GLOBAL INC	21,600	$1.972M	0.2%	$64.70	0.0%	COM	254423106
PBI	PITNEY BOWES INC	282,835	$1.943M	0.2%	$7.07	-2.1%	COM	724479100
BRSL	INTERNATIONAL GAME TECHNOLOG	142,480	$1.851M	0.2%	$12.24	-18.5%	SHS USD	G4863A108
NGL	NGL ENERGY PARTNERS LP	130,523	$1.831M	0.2%	$14.03	—	COM UNIT REPST	62913M107
AWK	AMERICAN WTR WKS CO INC NEW	17,400	$1.814M	0.2%	$74.01	+16.6%	COM	030420103
—	SANTANDER CONSUMER USA HDG I	85,526	$1.807M	0.2%	$18.76	—	COM	80283M101
NTRS	NORTHERN TR CORP	19,800	$1.79M	0.2%	$78.14	-6.6%	COM	665859104
WPP	WPP PLC NEW	33,900	$1.79M	0.2%	$52.80	—	ADR	92937A102
CFR	CULLEN FROST BANKERS INC	18,300	$1.776M	0.2%	$80.50	0.0%	COM	229899109
—	CHINA PETE & CHEM CORP	21,596	$1.717M	0.2%	$79.51	—	SPON ADR H SHS	16941R108
CNK	CINEMARK HOLDINGS INC	42,800	$1.712M	0.2%	$36.76	0.0%	COM	17243V102
ARCC	ARES CAP CORP	99,000	$1.697M	0.2%	$8.68	0.0%	COM	04010L103
SR	SPIRE INC	20,589	$1.694M	0.2%	$70.66	—	COM	84857L101
GPC	GENUINE PARTS CO	15,100	$1.692M	0.2%	$80.48	+5.3%	COM	372460105
WU	WESTERN UN CO	91,626	$1.692M	0.2%	$18.47	—	COM	959802109
LEA	LEAR CORP	12,304	$1.67M	0.2%	$127.17	0.0%	COM NEW	521865204
PAYX	PAYCHEX INC	20,758	$1.665M	0.2%	$52.03	+16.2%	COM	704326107
CMI	CUMMINS INC	10,500	$1.658M	0.2%	$122.60	+2.6%	COM	231021106
HE	HAWAIIAN ELEC INDUSTRIES	40,200	$1.639M	0.2%	$35.79	+6.2%	COM	419870100
OXY	OCCIDENTAL PETE CORP	24,600	$1.629M	0.2%	$61.81	-8.6%	COM	674599105
—	CRH PLC	52,213	$1.619M	0.2%	$29.16	—	ADR	12626K203
HAS	HASBRO INC	18,900	$1.607M	0.2%	$70.95	-4.8%	COM	418056107
CFG	CITIZENS FINL GROUP INC	48,700	$1.583M	0.2%	$25.64	0.0%	COM	174610105
DKS	DICKS SPORTING GOODS INC	42,266	$1.556M	0.2%	$28.54	+0.7%	COM	253393102
BGS	B & G FOODS INC NEW	63,484	$1.55M	0.2%	$14.26	-1.7%	COM	05508R106
TXNM	PNM RES INC	32,566	$1.542M	0.2%	$38.31	+14.2%	COM	69349H107
NDAQ	NASDAQ INC	17,400	$1.522M	0.2%	$25.70	0.0%	COM	631103108
RS	RELIANCE STEEL & ALUMINUM CO	16,689	$1.506M	0.2%	$87.36	-4.6%	COM	759509102
GEL	GENESIS ENERGY L P	64,100	$1.494M	0.2%	$23.31	—	UNIT LTD PARTN	371927104
MKC	MCCORMICK & CO INC	9,600	$1.446M	0.2%	$45.31	+30.4%	COM NON VTG	579780206
MS	MORGAN STANLEY	34,089	$1.439M	0.2%	$38.40	-11.4%	COM NEW	617446448
—	TALLGRASS ENERGY LP	57,100	$1.435M	0.2%	$25.13	—	CLASS A SHS	874696107
TAP	MOLSON COORS BREWING CO	24,000	$1.432M	0.2%	$51.32	0.0%	CL B	60871R209
CF	CF INDS HLDGS INC	34,500	$1.41M	0.2%	$34.30	+4.3%	COM	125269100
AVGO	BROADCOM INC	4,686	$1.409M	0.2%	$19.73	+14.0%	COM	11135F101
—	BERRY PETE CORP	121,407	$1.401M	0.2%	$11.54	—	COM	08579X101
SXT	SENSIENT TECHNOLOGIES CORP	20,600	$1.396M	0.2%	$62.98	0.0%	COM	81725T100
GRMN	GARMIN LTD	16,100	$1.39M	0.2%	$61.84	+3.9%	SHS	H2906T109
BNS	BANK N S HALIFAX	26,000	$1.385M	0.2%	$38.11	-0.6%	COM	064149107
IDA	IDACORP INC	13,897	$1.383M	0.2%	$89.76	+8.2%	COM	451107106
WLY	WILEY JOHN & SONS INC	30,400	$1.344M	0.2%	$38.90	0.0%	CL A	968223206
WSM	WILLIAMS SONOMA INC	23,759	$1.337M	0.2%	$22.32	+6.8%	COM	969904101
SON	SONOCO PRODS CO	21,677	$1.334M	0.2%	$41.50	+8.9%	COM	835495102
HOPE	HOPE BANCORP INC	100,662	$1.317M	0.2%	$14.19	-1.7%	COM	43940T109
DLX	DELUXE CORP	30,000	$1.312M	0.1%	$32.30	-1.7%	COM	248019101
SHOO	MADDEN STEVEN LTD	38,454	$1.301M	0.1%	$28.71	0.0%	COM	556269108
CNO	CNO FINL GROUP INC	79,676	$1.289M	0.1%	$15.43	-6.5%	COM	12621E103
—	TRINSEO S A	28,200	$1.277M	0.1%	$51.17	—	SHS	L9340P101
—	MATCH GROUP INC	22,400	$1.268M	0.1%	$56.61	—	COM	57665R106
BTU	PEABODY ENERGY CORP NEW	44,400	$1.258M	0.1%	$28.21	0.0%	COM	704551100
TELFY	TELEFONICA S A	150,152	$1.255M	0.1%	$8.38	—	SPONSORED ADR	879382208
SID	COMPANHIA SIDERURGICA NACION	303,487	$1.247M	0.1%	$3.01	—	SPONSORED ADR	20440W105
SRE	SEMPRA ENERGY	9,800	$1.233M	0.1%	$42.70	+10.4%	COM	816851109
BKU	BANKUNITED INC	35,900	$1.199M	0.1%	$26.83	+2.3%	COM	06652K103
NFG	NATIONAL FUEL GAS CO N J	19,497	$1.189M	0.1%	$51.80	+12.1%	COM	636180101
—	AMC ENTMT HLDGS INC	78,928	$1.172M	0.1%	$13.26	—	CL A COM	00165C104
—	ENEL AMERICAS S A	130,492	$1.165M	0.1%	$9.17	—	SPONSORED ADR	29274F104
LDOS	LEIDOS HLDGS INC	18,100	$1.16M	0.1%	$54.86	0.0%	COM	525327102
ALK	ALASKA AIR GROUP INC	20,453	$1.148M	0.1%	$61.27	-2.8%	COM	011659109
JHG	JANUS HENDERSON GROUP PLC	45,322	$1.132M	0.1%	$23.20	0.0%	ORD SHS	G4474Y214
—	U S SILICA HLDGS INC	64,800	$1.125M	0.1%	$10.19	—	COM	90346E103
CINF	CINCINNATI FINL CORP	13,068	$1.123M	0.1%	$61.53	+12.3%	COM	172062101
VFC	V F CORP	12,900	$1.121M	0.1%	$72.71	+7.3%	COM	918204108
—	EXTENDED STAY AMER INC	62,276	$1.118M	0.1%	$17.95	—	UNIT 99/99/9999B	30224P200
—	PEOPLES UTD FINL INC	67,099	$1.103M	0.1%	$16.44	—	COM	712704105
—	GUESS INC	56,100	$1.1M	0.1%	$20.26	—	COM	401617105
RF	REGIONS FINL CORP NEW	77,600	$1.098M	0.1%	$11.54	0.0%	COM	7591EP100
NPK	NATIONAL PRESTO INDS INC	10,101	$1.096M	0.1%	$102.24	+13.8%	COM	637215104
MDU	MDU RES GROUP INC	41,800	$1.08M	0.1%	$7.90	0.0%	COM	552690109
CLF	CLEVELAND CLIFFS INC	108,100	$1.08M	0.1%	$9.49	+0.5%	COM	185899101
EVRG	EVERGY INC	18,300	$1.062M	0.1%	$40.03	+9.1%	COM	30034W106
—	GANNETT CO INC	98,709	$1.04M	0.1%	$10.41	—	COM	36473H104
DOX	AMDOCS LTD	18,900	$1.023M	0.1%	$48.68	0.0%	SHS	G02602103
—	CIT GROUP INC	20,900	$1.003M	0.1%	$47.99	—	COM NEW	125581801
KMT	KENNAMETAL INC	27,100	$996K	0.1%	$29.92	0.0%	COM	489170100
WEN	WENDYS CO	55,570	$994K	0.1%	$17.01	0.0%	COM	95058W100
AJG	GALLAGHER ARTHUR J & CO	12,717	$993K	0.1%	$60.72	+16.2%	COM	363576109
—	SEASPAN CORP	111,691	$972K	0.1%	$8.58	—	SHS	Y75638109
INTC	INTEL CORP	18,100	$972K	0.1%	$43.83	0.0%	COM	458140100
WES	WESTERN MIDSTREAM PARTNERS L	30,805	$966K	0.1%	$31.36	—	COM UNIT LP INT	958669103
—	EL PASO ELEC CO	16,426	$966K	0.1%	$52.88	—	COM NEW	283677854
CAKE	CHEESECAKE FACTORY INC	18,800	$920K	0.1%	$40.95	-2.9%	COM	163072101
FITB	FIFTH THIRD BANCORP	36,310	$916K	0.1%	$21.51	-5.7%	COM	316773100
CLX	CLOROX CO DEL	5,700	$915K	0.1%	$106.77	+18.8%	COM	189054109
UVV	UNIVERSAL CORP VA	15,840	$913K	0.1%	$62.83	-8.6%	COM	913456109
PBF	PBF ENERGY INC	28,900	$900K	0.1%	$34.99	-4.0%	CL A	69318G106
SABR	SABRE CORP	41,500	$888K	0.1%	$21.79	+1.9%	COM	78573M104
RELX	RELX PLC	40,786	$875K	0.1%	$21.45	—	SPONSORED ADR	759530108
NWE	NORTHWESTERN CORP	12,162	$856K	0.1%	$37.69	+28.9%	COM NEW	668074305
ASB	ASSOCIATED BANC CORP	39,800	$850K	0.1%	$16.78	0.0%	COM	045487105
—	ARCH COAL INC	9,198	$840K	0.1%	$78.39	—	CL A	039380407
OHI	OMEGA HEALTHCARE INVS INC	22,000	$839K	0.1%	$28.06	—	COM	681936100
AMGN	AMGEN INC	4,400	$836K	0.1%	$151.94	+1.8%	COM	031162100
LNC	LINCOLN NATL CORP IND	13,900	$816K	0.1%	$45.77	-5.7%	COM	534187109
—	POLYONE CORP	27,700	$812K	0.1%	$29.31	—	COM	73179P106
EVR	EVERCORE INC	8,800	$801K	0.1%	$69.94	+7.7%	CLASS A	29977A105
—	BEMIS CO INC	14,100	$782K	0.1%	$45.89	—	COM	081437105
—	DSW INC	35,068	$779K	0.1%	$25.28	—	CL A	23334L102
RCI	ROGERS COMMUNICATIONS INC	14,400	$775K	0.1%	$53.90	0.0%	CL B	775109200
BCE	BCE INC	17,400	$772K	0.1%	$27.51	0.0%	COM NEW	05534B760
RLI	RLI CORP	10,583	$759K	0.1%	$25.43	+8.2%	COM	749607107
CNH	CNH INDL N V	73,025	$745K	0.1%	$7.84	0.0%	SHS	N20944109
ACCO	ACCO BRANDS CORP	85,800	$734K	0.1%	$6.20	+0.6%	COM	00081T108
—	TRIBUNE MEDIA CO	15,825	$730K	0.1%	$38.42	—	CL A	896047503
AVA	AVISTA CORP	17,700	$719K	0.1%	$30.30	0.0%	COM	05379B107
UNM	UNUM GROUP	21,000	$710K	0.1%	$34.81	0.0%	COM	91529Y106
BWA	BORGWARNER INC	18,200	$699K	0.1%	$29.94	+3.7%	COM	099724106
BKH	BLACK HILLS CORP	9,400	$696K	0.1%	$52.65	0.0%	COM	092113109
HBAN	HUNTINGTON BANCSHARES INC	54,400	$690K	0.1%	$9.75	0.0%	COM	446150104
LPX	LOUISIANA PAC CORP	28,000	$683K	0.1%	$24.43	0.0%	COM	546347105
TGNA	TEGNA INC	47,886	$675K	0.1%	$12.69	0.0%	COM	87901J105
—	GRAFTECH INTL LTD	52,274	$669K	0.1%	$11.44	—	COM	384313508
PB	PROSPERITY BANCSHARES INC	9,600	$663K	0.1%	$57.37	0.0%	COM	743606105
—	LAZARD LTD	18,300	$661K	0.1%	$36.12	—	SHS A	G54050102
ENB	ENBRIDGE INC	17,788	$645K	0.1%	$20.25	+13.1%	COM	29250N105
TX	TERNIUM SA	23,100	$629K	0.1%	$27.18	—	SPONSORED ADS	880890108
NJR	NEW JERSEY RES	12,568	$626K	0.1%	$31.01	+19.8%	COM	646025106
TLK	P T TELEKOMUNIKASI INDONESIA	22,806	$626K	0.1%	$25.76	—	SPONSORED ADR	715684106
—	AIRCASTLE LTD	30,031	$608K	0.1%	$20.62	—	COM	G0129K104
CCU	COMPANIA CERVECERIAS UNIDAS	20,000	$589K	0.1%	$29.45	—	SPONSORED ADR	204429104
KALU	KAISER ALUMINUM CORP	5,600	$586K	0.1%	$79.51	0.0%	COM PAR $0.01	483007704
WRB	BERKLEY W R CORP	6,800	$576K	0.1%	$20.26	0.0%	COM	084423102
—	BRIGHTSPHERE INVESTMNT GRP P	42,274	$573K	0.1%	$13.20	—	SHS	G1644T109
SQM	SOCIEDAD QUIMICA MINERA DE C	14,800	$569K	0.1%	$47.89	—	SPON ADR SER B	833635105
SBS	COMPANHIA DE SANEAMENTO BASI	53,775	$569K	0.1%	$10.58	—	SPONSORED ADR	20441A102
BCC	BOISE CASCADE CO DEL	21,100	$565K	0.1%	$19.26	-2.9%	COM	09739D100
SIMO	SILICON MOTION TECHNOLOGY CO	14,100	$559K	0.1%	$43.74	—	SPONSORED ADR	82706C108
—	CHINA LIFE INS CO LTD	41,026	$551K	0.1%	$12.43	—	SPON ADR REP H	16939P106
—	MACQUARIE INFRASTRUCTURE COR	13,100	$540K	0.1%	$36.56	—	COM	55608B105
—	HFF INC	11,200	$535K	0.1%	$47.77	—	CL A	40418F108
—	DRYSHIPS INC	115,324	$533K	0.1%	$3.85	—	COM PAR NEW	Y2109Q705
—	MERIDIAN BIOSCIENCE INC	30,259	$533K	0.1%	$14.66	—	COM	589584101
EXR	EXTRA SPACE STORAGE INC	5,200	$530K	0.1%	$74.18	0.0%	COM	30225T102
ELAN	ELANCO ANIMAL HEALTH INC	16,287	$522K	0.1%	$30.77	0.0%	COM	28414H103
—	GOLAR LNG PARTNERS LP	40,300	$520K	0.1%	$12.90	—	COM UNIT LPI	Y2745C102
MCY	MERCURY GENL CORP NEW	10,367	$519K	0.1%	$47.94	+8.3%	COM	589400100
VVV	VALVOLINE INC	27,739	$515K	0.1%	$19.80	0.0%	COM	92047W101
—	CNOOC LTD	2,769	$514K	0.1%	$157.14	—	SPONSORED ADR	126132109
IFF	INTERNATIONAL FLAVORS&FRAGRA	3,981	$513K	0.1%	$107.77	+2.4%	COM	459506101
—	PATTERSON COMPANIES INC	23,076	$504K	0.1%	$24.45	—	COM	703395103
FAF	FIRST AMERN FINL CORP	9,500	$489K	0.1%	$36.40	+7.8%	COM	31847R102
HCC	WARRIOR MET COAL INC	15,700	$477K	0.1%	$27.36	0.0%	COM	93627C101
—	DCP MIDSTREAM LP	13,900	$459K	0.1%	$33.02	—	COM UT LTD PTN	23311P100
—	AMERIGAS PARTNERS L P	14,756	$456K	0.1%	$30.90	—	UNIT L P INT	030975106
—	TPG SPECIALTY LENDING INC	22,770	$455K	0.1%	$19.98	—	COM	87265K102
MATV	SCHWEITZER-MAUDUIT INTL INC	11,600	$449K	0.1%	$24.39	0.0%	COM	808541106
OTTR	OTTER TAIL CORP	8,798	$438K	0.1%	$36.40	+11.3%	COM	689648103
FAST	FASTENAL CO	6,800	$437K	0.0%	$11.23	+12.5%	COM	311900104
GSM	FERROGLOBE PLC	212,596	$436K	0.0%	$3.03	-26.8%	SHS	G33856108
GATX	GATX CORP	5,612	$429K	0.0%	$60.03	+8.2%	COM	361448103
UGP	ULTRAPAR PARTICIPACOES S A	35,800	$428K	0.0%	$11.96	—	SP ADR REP COM	90400P101
—	INTERPUBLIC GROUP COS INC	20,311	$427K	0.0%	$16.63	+1.4%	COM	460690100
RHI	ROBERT HALF INTL INC	6,200	$404K	0.0%	$63.44	0.0%	COM	770323103
LXFR	LUXFER HOLDINGS PLC	16,158	$404K	0.0%	$20.07	0.0%	SHS	G5698W116
—	IBERIABANK CORP	5,600	$402K	0.0%	$71.79	—	COM	450828108
—	GASLOG PARTNERS LP	17,700	$401K	0.0%	$22.66	—	UNIT LTD PTNRP	Y2687W108
TFSL	TFS FINL CORP	24,048	$396K	0.0%	$9.56	+5.3%	COM	87240R107
CPF	CENTRAL PAC FINL CORP	13,697	$395K	0.0%	$20.82	0.0%	COM NEW	154760409
BOH	BANK HAWAII CORP	4,800	$379K	0.0%	$59.25	0.0%	COM	062540109
EC	ECOPETROL S A	17,050	$366K	0.0%	$26.91	—	SPONSORED ADS	279158109
MUR	MURPHY OIL CORP	12,025	$352K	0.0%	$24.06	-8.4%	COM	626717102
HWC	HANCOCK WHITNEY CORPORATION	8,700	$351K	0.0%	$50.73	-19.2%	COM	410120109
—	LIONS GATE ENTMNT CORP	22,400	$350K	0.0%	$15.63	—	CL A VTG	535919401
—	COVIA HLDGS CORP	62,395	$349K	0.0%	$3.42	—	COM	22305A103
—	CHEMICAL FINL CORP	8,400	$346K	0.0%	$41.19	—	COM	163731102
—	TEEKAY CORPORATION	88,238	$346K	0.0%	$3.92	—	COM	Y8564W103
—	TUPPERWARE BRANDS CORP	13,200	$338K	0.0%	$31.59	—	COM	899896104
—	HOLLY ENERGY PARTNERS L P	12,500	$337K	0.0%	$26.96	—	COM UT LTD PTN	435763107
FTS	FORTIS INC	9,000	$333K	0.0%	$27.39	0.0%	COM	349553107
SUN	SUNOCO LP	10,640	$332K	0.0%	$29.51	—	COM UT REP LP	86765K109
—	TARO PHARMACEUTICAL INDS LTD	3,010	$325K	0.0%	$107.97	—	SHS	M8737E108
GBCI	GLACIER BANCORP INC NEW	8,045	$322K	0.0%	$30.57	+10.4%	COM	37637Q105
HVT	HAVERTY FURNITURE INC	13,698	$300K	0.0%	$19.94	+8.3%	COM	419596101
MMLP	MARTIN MIDSTREAM PRTNRS L P	24,000	$299K	0.0%	$12.46	—	UNIT L P INT	573331105
EBF	ENNIS INC	14,300	$297K	0.0%	$13.10	0.0%	COM	293389102
KT	KT CORP	23,700	$295K	0.0%	$13.70	—	SPONSORED ADR	48268K101
WNC	WABASH NATL CORP	21,500	$291K	0.0%	$12.17	0.0%	COM	929566107
AB	ALLIANCEBERNSTEIN HOLDING LP	10,001	$289K	0.0%	$26.84	—	UNIT LTD PARTN	01881G106
—	DEAN FOODS CO NEW	95,020	$288K	0.0%	$3.12	—	COM NEW	242370203
TCPC	BLACKROCK TCP CAP CORP	20,300	$288K	0.0%	$14.26	0.0%	COM	09259E108
CIG	COMPANHIA ENERGETICA DE MINA	78,900	$282K	0.0%	$3.57	—	SP ADR N-V PFD	204409601
BHE	BENCHMARK ELECTRS INC	10,600	$278K	0.0%	$19.42	+12.2%	COM	08160H101
CATY	CATHAY GEN BANCORP	8,100	$275K	0.0%	$29.00	0.0%	COM	149150104
TU	TELUS CORP	7,300	$270K	0.0%	$17.67	0.0%	COM	87971M103
—	ENLINK MIDSTREAM LLC	20,600	$263K	0.0%	$12.77	—	COM UNIT REP LTD	29336T100
—	XPERI CORP	11,200	$262K	0.0%	$23.39	—	COM	98421B100
NMFC	NEW MTN FIN CORP	19,300	$262K	0.0%	$5.63	+13.7%	COM	647551100
PUK	PRUDENTIAL PLC	6,498	$261K	0.0%	$40.17	—	ADR	74435K204
MATX	MATSON INC	7,207	$260K	0.0%	$27.27	+13.1%	COM	57686G105
—	NATIONAL CINEMEDIA INC	36,235	$255K	0.0%	$7.12	—	COM	635309107
—	COVANTA HLDG CORP	14,290	$247K	0.0%	$15.01	—	COM	22282E102
UBSI	UNITED BANKSHARES INC WEST V	6,800	$246K	0.0%	$36.07	0.0%	COM	909907107
—	MOBILE MINI INC	7,200	$244K	0.0%	$33.89	—	COM	60740F105
—	MAXAR TECHNOLOGIES INC	59,697	$240K	0.0%	$4.02	—	COM	57778K105
—	GREAT WESTN BANCORP INC	7,600	$240K	0.0%	$31.58	—	COM	391416104
MLKN	MILLER HERMAN INC	6,700	$236K	0.0%	$27.60	+5.5%	COM	600544100
—	OAKTREE CAP GROUP LLC	4,700	$233K	0.0%	$49.57	—	UNIT CL A	674001201
CAJPY	CANON INC	8,000	$232K	0.0%	$29.00	—	SPONSORED ADR	138006309
—	CHINA TELECOM CORP LTD	4,147	$232K	0.0%	$44.43	—	SPON ADR H SHS	169426103
ERIC	ERICSSON	25,000	$230K	0.0%	$7.00	—	ADR B SEK 10	294821608
FHI	FEDERATED INVS INC PA	7,800	$229K	0.0%	$20.37	0.0%	CL B	314211103
—	CHANGYOU COM LTD	13,300	$227K	0.0%	$17.07	—	ADS REP CL A	15911M107
RNST	RENASANT CORP	6,500	$220K	0.0%	$35.07	+1.6%	COM	75970E107
—	CONSOLIDATED COMM HLDGS INC	20,200	$220K	0.0%	$10.96	—	COM	209034107
—	ATLANTICA YIELD PLC	11,200	$218K	0.0%	$19.46	—	SHS	G0751N103
MGEE	MGE ENERGY INC	3,194	$217K	0.0%	$54.99	0.0%	COM	55277P104
GEF	GREIF INC	5,200	$215K	0.0%	$31.01	0.0%	CL A	397624107
CEPU	CENTRAL PUERTO S A	23,099	$212K	0.0%	$9.93	—	SPONSORED ADR	155038201
RGR	STURM RUGER & CO INC	3,900	$207K	0.0%	$54.54	0.0%	COM	864159108
—	ADTRAN INC	15,102	$207K	0.0%	$13.71	—	COM	00738A106
MGY	MAGNOLIA OIL & GAS CORP	16,800	$202K	0.0%	$12.18	0.0%	CL A	559663109
BSBR	BANCO SANTANDER BRASIL S A	17,200	$193K	0.0%	$11.22	—	ADS REP 1 UNIT	05967A107
—	LIONS GATE ENTMNT CORP	12,200	$184K	0.0%	$15.08	—	CL B NON VTG	535919500
CWEN/A	CLEARWAY ENERGY INC	12,300	$179K	0.0%	$10.13	0.0%	CL A	18539C105
—	HI-CRUSH PARTNERS LP	39,230	$175K	0.0%	$6.37	—	COM UNIT LTD	428337109
—	EMERALD EXPOSITIONS EVENTS I	13,200	$168K	0.0%	$12.73	—	COM	29103B100
HIMX	HIMAX TECHNOLOGIES INC	51,174	$163K	0.0%	$3.19	—	SPONSORED ADR	43289P106
—	LSC COMMUNICATIONS INC	24,700	$161K	0.0%	$6.52	—	COM	50218P107
TLYS	TILLYS INC	14,222	$158K	0.0%	$8.91	0.0%	CL A	886885102
—	BARNES & NOBLE INC	21,962	$119K	0.0%	$6.31	—	COM	067774109
—	VEON LTD	55,600	$116K	0.0%	$2.43	—	SPONSORED ADR	91822M106
NAT	NORDIC AMERICAN TANKERS LIMI	54,500	$110K	0.0%	$2.29	-7.9%	COM	G65773106
LPL	LG DISPLAY CO LTD	12,500	$108K	0.0%	$8.16	—	SPONS ADR REP	50186V102
—	OAKTREE SPECIALTY LENDING CO	20,200	$105K	0.0%	$4.57	—	COM	67401P108
PNNT	PENNANTPARK INVT CORP	10,500	$73,000	0.0%	$2.78	+7.9%	COM	708062104
—	BLACKROCK CAPITAL INVESTMENT	11,300	$68,000	0.0%	$6.02	—	COM	092533108
—	CEMTREX INC	30,000	$1,000	0.0%	$0.53	—	*W EXP 12/02/202	15130G113